-4.4%
WAT vs SHAK
-27.4%
+23.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -2.9% | -11.0% | +8.1% | -0.7% |
| 30D | -3.2% | -14.0% | +10.8% | -0.4% |
| 3M | +10.6% | +13.3% | -2.7% | +7.2% |
| 6M | +34.0% | -35.3% | +69.4% | +43.3% |
| YTD | +5.7% | -24.0% | +29.7% | +9.1% |
| 1Y | +37.1% | -36.7% | +73.8% | +46.2% |
| 3Y | +52.4% | -5.4% | +57.8% | +45.1% |
| 5Y | -4.4% | -24.9% | +20.5% | -13.1% |
| All | -4.4% | -27.4% | +23.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling